+200.7%
ZTS vs UL
+128.5%
+72.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -0.6% | +2.6% | -3.2% | -1.7% |
| 30D | +11.0% | +6.8% | +4.2% | +7.9% |
| 3M | +10.9% | +5.7% | +5.2% | +8.4% |
| 6M | +0.9% | +15.9% | -15.0% | -5.5% |
| YTD | -33.0% | +4.3% | -37.2% | -34.4% |
| 1Y | -29.6% | -0.4% | -29.2% | -29.9% |
| 3Y | -49.0% | +35.0% | -84.0% | -55.6% |
| 5Y | -59.5% | +31.6% | -91.1% | -64.9% |
| 10Y | +77.0% | +104.6% | -27.6% | +30.3% |
| All | +200.7% | +128.5% | +72.3% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling